ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 29-Mar-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2006 |
29-Mar-2006 |
Change |
Change % |
Previous Week |
| Open |
110-11 |
109-30 |
-0-13 |
-0.4% |
111-18 |
| High |
110-11 |
109-30 |
-0-13 |
-0.4% |
111-18 |
| Low |
110-11 |
109-30 |
-0-13 |
-0.4% |
110-26 |
| Close |
110-11 |
109-30 |
-0-13 |
-0.4% |
111-17 |
| Range |
|
|
|
|
|
| ATR |
0-14 |
0-14 |
0-00 |
-0.4% |
0-00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-30 |
109-30 |
109-30 |
|
| R3 |
109-30 |
109-30 |
109-30 |
|
| R2 |
109-30 |
109-30 |
109-30 |
|
| R1 |
109-30 |
109-30 |
109-30 |
109-30 |
| PP |
109-30 |
109-30 |
109-30 |
109-30 |
| S1 |
109-30 |
109-30 |
109-30 |
109-30 |
| S2 |
109-30 |
109-30 |
109-30 |
|
| S3 |
109-30 |
109-30 |
109-30 |
|
| S4 |
109-30 |
109-30 |
109-30 |
|
|
| Weekly Pivots for week ending 24-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-18 |
113-09 |
111-30 |
|
| R3 |
112-26 |
112-17 |
111-24 |
|
| R2 |
112-02 |
112-02 |
111-21 |
|
| R1 |
111-25 |
111-25 |
111-19 |
111-18 |
| PP |
111-10 |
111-10 |
111-10 |
111-06 |
| S1 |
111-01 |
111-01 |
111-15 |
110-26 |
| S2 |
110-18 |
110-18 |
111-13 |
|
| S3 |
109-26 |
110-09 |
111-10 |
|
| S4 |
109-02 |
109-17 |
111-04 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-30 |
|
2.618 |
109-30 |
|
1.618 |
109-30 |
|
1.000 |
109-30 |
|
0.618 |
109-30 |
|
HIGH |
109-30 |
|
0.618 |
109-30 |
|
0.500 |
109-30 |
|
0.382 |
109-30 |
|
LOW |
109-30 |
|
0.618 |
109-30 |
|
1.000 |
109-30 |
|
1.618 |
109-30 |
|
2.618 |
109-30 |
|
4.250 |
109-30 |
|
|
| Fisher Pivots for day following 29-Mar-2006 |
| Pivot |
1 day |
3 day |
| R1 |
109-30 |
110-18 |
| PP |
109-30 |
110-12 |
| S1 |
109-30 |
110-05 |
|